--- title: "Chapter 3 Beta-Binomial Bayesian Model Notes" author: "Emanuel Rodriguez" execute: message: false warning: false format: html: monofont: "Cascadia Mono" highlight-style: gruvbox-dark css: styles.css callout-icon: false callout-apperance: simple toc: false html-math-method: katex --- ```{r} library(bayesrules) library(tidyverse) ``` The chapter is set up with an example of polling results. We are put into the scenario where we are managig the campaing for a candidate. We know that on average her support based on recent polls is around 45%. In the next few sections we'll work through our Bayesian framework and incorporate a new tool the **Beta-Binomial** model. This model will take develop a continuous prior, as opposed to the discrete one's we've been working with so far. ## The Beta prior :::{.callout-note} ## Probability Density Function Let $\pi$ be a continuous random variable with probability density function (pdf) $f(\pi)$. Then $f(\pi)$ has the following properties: 1. $f(\pi) \geq 0$ 2. $\int_{\pi}f(\pi)d\pi = 1$ (this is analogous to $\sum$ in the case of pmfs) 3. $P(a < \pi < b) = \int_a^bf(\pi)d\pi$ when $a\leq b$ ::: :::{.callout-tip icon="true"} a quick note on (1) above. Note that it does not place a restriction on $f(\pi)$ being less than 1. This means that we can't interpret values of $f$ as probabilities, we can however use to interpret plausability of two different events, the greater the value of $f$ the more plausible. To calculate probabilities using $f$ we must determine the area under the curve it defines, as shown in (3). ::: ```{r} x <- seq(0, 1, by = .05) y1 <- dbeta(x=x, 5, 5) y2 <- dbeta(x=x, 5, 1) y3 <- dbeta(x=x, 1, 5) d <- tibble( x, `beta(5, 1)`=y2, `beta(5, 5)`=y1, `beta(1, 5)`=y3 ) |> pivot_longer(names_to = "beta_shape", values_to="beta", -x) |> mutate(beta_shape=factor(beta_shape, levels=c("beta(5, 1)", "beta(5, 5)", "beta(1, 5)"))) ``` ```{r} #| label: fig-beta-shapes #| fig-cap: The basic shapes of beta based on the hyperparameters ggplot(data=d, aes(x, beta)) + geom_point() + geom_line() + facet_wrap(vars(beta_shape)) ``` In general the shape of the beta distribution is skewed-left when $\alpha > \beta$, symmetrical when $\alpha = \beta$ and skewed-right when $\alpha < \beta$, see @fig-beta-shapes. :::{.callout-note} ## The Standard Uniform When $\pi$ can take equally take on any value between 0 and 1, we can model $\pi$ using the standard uniform model. $$\pi \sim Unif(0, 1)$$ the pdf of $Unif(0, 1)$ is $\f(\pi) = 1$ Note that $Unif(0, 1)$ is just a special case of the Beta with hyperparameters $\alpha = \beta = 1$, see @fig-std-unif-as-beta ::: ```{r} #| label: fig-std-unif-as-beta #| fig-cap: "The standard uniform is a special case of the beta distrubtion with a = b = 1" std_unif <- tibble( x, `beta(1, 1)`=dbeta(x, 1, 1) ) ggplot(data=std_unif, aes(x, `beta(1, 1)`)) + geom_point() + geom_line() ``` ### Mean and Mode of the Beta The mean and mode are both measures of centrality. The mean is average value the mode is the most "common", in the case of pmf this is just the value that occurs the most in the pdf its the max value. The formulations of these for the beta are: $$E(\pi) = \frac{\alpha}{\alpha + \beta}$$ $$\text{Mode}(\pi) = \frac{\alpha - 1}{\alpha + \beta -2}\;\; \text{when} \;\;\alpha,\beta > 1$$ When can also measure the variability of $\pi$. Take @fig-beta-vars we can see the variability of $\pi$ differ based on the values $\alpha, \beta$. ```{r} #| label: fig-beta-vars #| fig-cap: "Two symmetrical shapes of beta with different variance" beta_variances <- tibble( x, `beta(5, 5)`=dbeta(x, 5, 5), `beta(20, 20)`=dbeta(x, 20, 20) ) |> pivot_longer(names_to = "beta_shape", values_to = "beta", -x) ggplot(data=beta_variances, aes(x, beta)) + geom_point() + geom_line() + facet_wrap(vars(beta_shape)) ``` We can formulate the variance of $Beta(\alpha, \beta)$ with $$Var(\pi) = \frac{\alpha\beta}{(\alpha + \beta)^2(\alpha+\beta+1)}$$ it follows that $$SD = \sqrt{Var(\pi)}$$